@lifi/perps-sdk 21.1.0 → 22.0.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +84 -16
- package/dist/cjs/client/PerpsClient.d.ts +3 -3
- package/dist/cjs/client/PerpsClient.d.ts.map +1 -1
- package/dist/cjs/client/PerpsClient.js.map +1 -1
- package/dist/cjs/decimal/convert.d.ts +1 -5
- package/dist/cjs/decimal/convert.d.ts.map +1 -1
- package/dist/cjs/decimal/convert.js +10 -28
- package/dist/cjs/decimal/convert.js.map +1 -1
- package/dist/cjs/decimal/format.d.ts +2 -1
- package/dist/cjs/decimal/format.d.ts.map +1 -1
- package/dist/cjs/decimal/format.js.map +1 -1
- package/dist/cjs/decimal/parse.d.ts +2 -4
- package/dist/cjs/decimal/parse.d.ts.map +1 -1
- package/dist/cjs/decimal/parse.js +5 -2
- package/dist/cjs/decimal/parse.js.map +1 -1
- package/dist/cjs/decimal/requireDecimal.d.ts.map +1 -0
- package/dist/cjs/{wire → decimal}/requireDecimal.js +2 -1
- package/dist/cjs/decimal/requireDecimal.js.map +1 -0
- package/dist/cjs/index.d.ts +5 -5
- package/dist/cjs/index.d.ts.map +1 -1
- package/dist/cjs/index.js +6 -20
- package/dist/cjs/index.js.map +1 -1
- package/dist/cjs/math/fills.d.ts +3 -3
- package/dist/cjs/math/fills.d.ts.map +1 -1
- package/dist/cjs/math/fills.js.map +1 -1
- package/dist/cjs/math/order.d.ts +1 -8
- package/dist/cjs/math/order.d.ts.map +1 -1
- package/dist/cjs/math/order.js +6 -11
- package/dist/cjs/math/order.js.map +1 -1
- package/dist/cjs/math/position.d.ts +3 -8
- package/dist/cjs/math/position.d.ts.map +1 -1
- package/dist/cjs/math/position.js +12 -12
- package/dist/cjs/math/position.js.map +1 -1
- package/dist/cjs/services/resolveSubscribeQuote.d.ts +1 -1
- package/dist/cjs/services/resolveSubscribeQuote.d.ts.map +1 -1
- package/dist/cjs/services/resolveSubscribeQuote.js +24 -13
- package/dist/cjs/services/resolveSubscribeQuote.js.map +1 -1
- package/dist/cjs/types/api.d.ts +4 -4
- package/dist/cjs/types/api.d.ts.map +1 -1
- package/dist/cjs/types/provider.d.ts +1 -1
- package/dist/cjs/types/provider.d.ts.map +1 -1
- package/dist/cjs/version.d.ts +1 -1
- package/dist/cjs/version.js +1 -1
- package/dist/cjs/wire/orderAmounts.d.ts +1 -2
- package/dist/cjs/wire/orderAmounts.d.ts.map +1 -1
- package/dist/cjs/wire/orderAmounts.js +19 -52
- package/dist/cjs/wire/orderAmounts.js.map +1 -1
- package/dist/cjs/wire/refuel.js +1 -1
- package/dist/cjs/wire/refuel.js.map +1 -1
- package/dist/cjs/wire/transferable.js +1 -1
- package/dist/cjs/wire/transferable.js.map +1 -1
- package/dist/cjs/wire/withdraw.d.ts.map +1 -1
- package/dist/cjs/wire/withdraw.js +1 -1
- package/dist/cjs/wire/withdraw.js.map +1 -1
- package/dist/esm/client/PerpsClient.d.ts +3 -3
- package/dist/esm/client/PerpsClient.d.ts.map +1 -1
- package/dist/esm/client/PerpsClient.js.map +1 -1
- package/dist/esm/decimal/convert.d.ts +8 -24
- package/dist/esm/decimal/convert.d.ts.map +1 -1
- package/dist/esm/decimal/convert.js +16 -42
- package/dist/esm/decimal/convert.js.map +1 -1
- package/dist/esm/decimal/format.d.ts +2 -1
- package/dist/esm/decimal/format.d.ts.map +1 -1
- package/dist/esm/decimal/format.js.map +1 -1
- package/dist/esm/decimal/parse.d.ts +7 -20
- package/dist/esm/decimal/parse.d.ts.map +1 -1
- package/dist/esm/decimal/parse.js +9 -4
- package/dist/esm/decimal/parse.js.map +1 -1
- package/dist/esm/{wire → decimal}/requireDecimal.d.ts +1 -1
- package/dist/esm/decimal/requireDecimal.d.ts.map +1 -0
- package/dist/esm/{wire → decimal}/requireDecimal.js +3 -2
- package/dist/esm/decimal/requireDecimal.js.map +1 -0
- package/dist/esm/index.d.ts +5 -5
- package/dist/esm/index.d.ts.map +1 -1
- package/dist/esm/index.js +4 -4
- package/dist/esm/index.js.map +1 -1
- package/dist/esm/math/fills.d.ts +3 -3
- package/dist/esm/math/fills.d.ts.map +1 -1
- package/dist/esm/math/fills.js +1 -1
- package/dist/esm/math/fills.js.map +1 -1
- package/dist/esm/math/order.d.ts +3 -34
- package/dist/esm/math/order.d.ts.map +1 -1
- package/dist/esm/math/order.js +8 -26
- package/dist/esm/math/order.js.map +1 -1
- package/dist/esm/math/position.d.ts +16 -34
- package/dist/esm/math/position.d.ts.map +1 -1
- package/dist/esm/math/position.js +23 -36
- package/dist/esm/math/position.js.map +1 -1
- package/dist/esm/services/resolveSubscribeQuote.d.ts +6 -1
- package/dist/esm/services/resolveSubscribeQuote.d.ts.map +1 -1
- package/dist/esm/services/resolveSubscribeQuote.js +29 -13
- package/dist/esm/services/resolveSubscribeQuote.js.map +1 -1
- package/dist/esm/types/api.d.ts +4 -4
- package/dist/esm/types/api.d.ts.map +1 -1
- package/dist/esm/types/provider.d.ts +1 -1
- package/dist/esm/types/provider.d.ts.map +1 -1
- package/dist/esm/version.d.ts +1 -1
- package/dist/esm/version.js +1 -1
- package/dist/esm/wire/orderAmounts.d.ts +15 -29
- package/dist/esm/wire/orderAmounts.d.ts.map +1 -1
- package/dist/esm/wire/orderAmounts.js +28 -88
- package/dist/esm/wire/orderAmounts.js.map +1 -1
- package/dist/esm/wire/refuel.js +1 -1
- package/dist/esm/wire/refuel.js.map +1 -1
- package/dist/esm/wire/transferable.js +1 -1
- package/dist/esm/wire/transferable.js.map +1 -1
- package/dist/esm/wire/withdraw.d.ts.map +1 -1
- package/dist/esm/wire/withdraw.js +1 -1
- package/dist/esm/wire/withdraw.js.map +1 -1
- package/dist/types/client/PerpsClient.d.ts +3 -3
- package/dist/types/client/PerpsClient.d.ts.map +1 -1
- package/dist/types/decimal/convert.d.ts +8 -24
- package/dist/types/decimal/convert.d.ts.map +1 -1
- package/dist/types/decimal/format.d.ts +2 -1
- package/dist/types/decimal/format.d.ts.map +1 -1
- package/dist/types/decimal/parse.d.ts +7 -20
- package/dist/types/decimal/parse.d.ts.map +1 -1
- package/dist/types/{wire → decimal}/requireDecimal.d.ts +1 -1
- package/dist/types/decimal/requireDecimal.d.ts.map +1 -0
- package/dist/types/index.d.ts +5 -5
- package/dist/types/index.d.ts.map +1 -1
- package/dist/types/math/fills.d.ts +3 -3
- package/dist/types/math/fills.d.ts.map +1 -1
- package/dist/types/math/order.d.ts +3 -34
- package/dist/types/math/order.d.ts.map +1 -1
- package/dist/types/math/position.d.ts +16 -34
- package/dist/types/math/position.d.ts.map +1 -1
- package/dist/types/services/resolveSubscribeQuote.d.ts +6 -1
- package/dist/types/services/resolveSubscribeQuote.d.ts.map +1 -1
- package/dist/types/types/api.d.ts +4 -4
- package/dist/types/types/api.d.ts.map +1 -1
- package/dist/types/types/provider.d.ts +1 -1
- package/dist/types/types/provider.d.ts.map +1 -1
- package/dist/types/version.d.ts +1 -1
- package/dist/types/wire/orderAmounts.d.ts +15 -29
- package/dist/types/wire/orderAmounts.d.ts.map +1 -1
- package/dist/types/wire/withdraw.d.ts.map +1 -1
- package/package.json +2 -2
- package/src/client/PerpsClient.ts +3 -2
- package/src/decimal/convert.ts +27 -54
- package/src/decimal/format.ts +3 -1
- package/src/decimal/parse.ts +10 -6
- package/src/{wire → decimal}/requireDecimal.ts +3 -6
- package/src/index.ts +4 -21
- package/src/math/fills.ts +8 -4
- package/src/math/order.ts +8 -31
- package/src/math/position.ts +32 -43
- package/src/services/resolveSubscribeQuote.ts +37 -19
- package/src/types/api.ts +4 -3
- package/src/types/provider.ts +1 -1
- package/src/version.ts +1 -1
- package/src/wire/orderAmounts.ts +35 -117
- package/src/wire/refuel.ts +1 -1
- package/src/wire/transferable.ts +1 -1
- package/src/wire/withdraw.ts +1 -1
- package/dist/cjs/wire/requireDecimal.d.ts.map +0 -1
- package/dist/cjs/wire/requireDecimal.js.map +0 -1
- package/dist/esm/wire/requireDecimal.d.ts.map +0 -1
- package/dist/esm/wire/requireDecimal.js.map +0 -1
- package/dist/types/wire/requireDecimal.d.ts.map +0 -1
- /package/dist/cjs/{wire → decimal}/requireDecimal.d.ts +0 -0
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@@ -2,15 +2,15 @@ import { PerpsErrorCode } from '@lifi/perps-types';
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import Big from 'big.js';
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import { formatUnits } from 'viem';
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import { PerpsError } from '../errors/PerpsError.js';
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import {
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import { requireDecimal } from './requireDecimal.js';
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/**
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* Scale a decimal string to a scaled integer in exact decimal arithmetic — an
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* on-grid input maps to its exact scaled integer with no binary float
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* artifacts (`'0.29'` at 2 decimals is 29, never 28). Off-grid input resolves
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* per `rounding`; there is no silent default.
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*
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* @throws {PerpsError} `ValidationError` when `value` is not a
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*
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* @throws {PerpsError} `ValidationError` when `value` is not a
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* {@link DecimalString}, `decimals` is not a non-negative integer, or the scaled
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* result's magnitude exceeds `Number.MAX_SAFE_INTEGER`.
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* @public
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*/
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@@ -18,14 +18,7 @@ export const decimalToBaseUnits = (value, decimals, rounding) => {
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if (!Number.isInteger(decimals) || decimals < 0) {
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throw new PerpsError(PerpsErrorCode.ValidationError, `Invalid decimals for integer scaling: ${decimals}`);
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}
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try {
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parsed = new Big(value);
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}
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catch {
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throw new PerpsError(PerpsErrorCode.ValidationError, `Invalid decimal string for integer scaling: '${value}'`);
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}
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const scaled = parsed
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const scaled = requireDecimal(value, 'decimalToBaseUnits(value)')
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.times(new Big(10).pow(decimals))
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.round(0, rounding === 'truncate' ? Big.roundDown : Big.roundHalfUp);
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if (scaled.abs().gt(Number.MAX_SAFE_INTEGER)) {
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@@ -33,16 +26,14 @@ export const decimalToBaseUnits = (value, decimals, rounding) => {
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}
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return scaled.toNumber();
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};
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const BASE_UNITS_PATTERN = /^-?\d+$/;
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/**
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*
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*/
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export const scaleToInteger = decimalToBaseUnits;
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/**
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* Convert a base-unit amount (bigint string) to a decimal string.
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* Convert a base-unit amount (integer string) to a decimal string.
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*
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* @param amount - Amount in base units (e.g. "1000000" for 1 USDC)
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* @param decimals - Token decimals (e.g. 6 for USDC)
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* @
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* @throws {PerpsError} `ValidationError` when `amount` is not an integer
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* string, or `decimals` is not a non-negative integer.
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* @example
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* ```ts
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* baseUnitsToDecimal('1000000', 6) // '1'
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* @public
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*/
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export function baseUnitsToDecimal(amount, decimals) {
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throw new PerpsError(PerpsErrorCode.ValidationError, `Invalid \`baseUnitsToDecimal(decimals)\`: ${decimals} is not a non-negative integer.`);
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}
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if (!BASE_UNITS_PATTERN.test(amount)) {
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throw new PerpsError(PerpsErrorCode.ValidationError, `Invalid \`baseUnitsToDecimal(amount)\`: '${amount}' is not an integer base-unit string.`);
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}
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export const fromBaseUnits = baseUnitsToDecimal;
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* next major.
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*/
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export function fromBaseUnitsNumber(amount, decimals) {
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return parseDecimal(baseUnitsToDecimal(amount, decimals)) ?? 0;
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return formatUnits(BigInt(amount), decimals);
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}
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* float artifact: `'0.01'` at 18 decimals gives
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* @throws {PerpsError} `ValidationError` when `value` is not a
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*/
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export function truncateDecimal(value, decimals) {
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throw new PerpsError(PerpsErrorCode.ValidationError, `Invalid decimals for truncation: ${decimals}`);
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}
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catch {
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throw new PerpsError(PerpsErrorCode.ValidationError, `Invalid decimal string for truncation: '${value}'`);
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}
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const truncated = parsed.round(decimals, Big.roundDown);
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const truncated = requireDecimal(value, 'truncateDecimal(value)').round(decimals, Big.roundDown);
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}
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{"version":3,"file":"convert.js","sourceRoot":"","sources":["../../../src/decimal/convert.ts"],"names":[],"mappings":"AAAA,OAAO,EAAsB,cAAc,EAAE,MAAM,mBAAmB,CAAA;AACtE,OAAO,GAAG,MAAM,QAAQ,CAAA;AACxB,OAAO,EAAE,WAAW,EAAE,MAAM,MAAM,CAAA;AAClC,OAAO,EAAE,UAAU,EAAE,MAAM,yBAAyB,CAAA;AACpD,OAAO,EAAE,
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{"version":3,"file":"convert.js","sourceRoot":"","sources":["../../../src/decimal/convert.ts"],"names":[],"mappings":"AAAA,OAAO,EAAsB,cAAc,EAAE,MAAM,mBAAmB,CAAA;AACtE,OAAO,GAAG,MAAM,QAAQ,CAAA;AACxB,OAAO,EAAE,WAAW,EAAE,MAAM,MAAM,CAAA;AAClC,OAAO,EAAE,UAAU,EAAE,MAAM,yBAAyB,CAAA;AACpD,OAAO,EAAE,cAAc,EAAE,MAAM,qBAAqB,CAAA;AAYpD;;;;;;;;;;GAUG;AACH,MAAM,CAAC,MAAM,kBAAkB,GAAG,CAChC,KAAoB,EACpB,QAAgB,EAChB,QAA2B,EACnB,EAAE;IACV,IAAI,CAAC,MAAM,CAAC,SAAS,CAAC,QAAQ,CAAC,IAAI,QAAQ,GAAG,CAAC,EAAE,CAAC;QAChD,MAAM,IAAI,UAAU,CAClB,cAAc,CAAC,eAAe,EAC9B,yCAAyC,QAAQ,EAAE,CACpD,CAAA;IACH,CAAC;IACD,MAAM,MAAM,GAAG,cAAc,CAAC,KAAK,EAAE,2BAA2B,CAAC;SAC9D,KAAK,CAAC,IAAI,GAAG,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;SAChC,KAAK,CAAC,CAAC,EAAE,QAAQ,KAAK,UAAU,CAAC,CAAC,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,CAAC,GAAG,CAAC,WAAW,CAAC,CAAA;IACtE,IAAI,MAAM,CAAC,GAAG,EAAE,CAAC,EAAE,CAAC,MAAM,CAAC,gBAAgB,CAAC,EAAE,CAAC;QAC7C,MAAM,IAAI,UAAU,CAClB,cAAc,CAAC,eAAe,EAC9B,gBAAgB,MAAM,CAAC,OAAO,EAAE,iEAAiE,CAClG,CAAA;IACH,CAAC;IACD,OAAO,MAAM,CAAC,QAAQ,EAAE,CAAA;AAC1B,CAAC,CAAA;AAED,MAAM,kBAAkB,GAAG,SAAS,CAAA;AAEpC;;;;;;;;;;;;GAYG;AACH,MAAM,UAAU,kBAAkB,CAChC,MAAqB,EACrB,QAAgB;IAEhB,IAAI,CAAC,MAAM,CAAC,SAAS,CAAC,QAAQ,CAAC,IAAI,QAAQ,GAAG,CAAC,EAAE,CAAC;QAChD,MAAM,IAAI,UAAU,CAClB,cAAc,CAAC,eAAe,EAC9B,6CAA6C,QAAQ,iCAAiC,CACvF,CAAA;IACH,CAAC;IACD,IAAI,CAAC,kBAAkB,CAAC,IAAI,CAAC,MAAM,CAAC,EAAE,CAAC;QACrC,MAAM,IAAI,UAAU,CAClB,cAAc,CAAC,eAAe,EAC9B,4CAA4C,MAAM,uCAAuC,CAC1F,CAAA;IACH,CAAC;IACD,OAAO,WAAW,CAAC,MAAM,CAAC,MAAM,CAAC,EAAE,QAAQ,CAAC,CAAA;AAC9C,CAAC;AAED;;;;;;;;;;;;;;GAcG;AACH,MAAM,UAAU,eAAe,CAC7B,KAAoB,EACpB,QAAgB;IAEhB,IAAI,CAAC,MAAM,CAAC,SAAS,CAAC,QAAQ,CAAC,IAAI,QAAQ,GAAG,CAAC,EAAE,CAAC;QAChD,MAAM,IAAI,UAAU,CAClB,cAAc,CAAC,eAAe,EAC9B,oCAAoC,QAAQ,EAAE,CAC/C,CAAA;IACH,CAAC;IACD,MAAM,SAAS,GAAG,cAAc,CAAC,KAAK,EAAE,wBAAwB,CAAC,CAAC,KAAK,CACrE,QAAQ,EACR,GAAG,CAAC,SAAS,CACd,CAAA;IACD,8EAA8E;IAC9E,OAAO,CAAC,SAAS,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAA;AACrE,CAAC;AAED;;;;;;;;;GASG;AACH,MAAM,UAAU,qBAAqB,CAAC,KAAa;IACjD,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,EAAE,CAAC;QAC5B,MAAM,IAAI,UAAU,CAClB,cAAc,CAAC,eAAe,EAC9B,0CAA0C,KAAK,EAAE,CAClD,CAAA;IACH,CAAC;IACD,MAAM,MAAM,GAAG,IAAI,GAAG,CAAC,KAAK,CAAC,CAAA;IAC7B,OAAO,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,OAAO,EAAE,CAAA;AACvD,CAAC"}
|
|
@@ -1,3 +1,4 @@
|
|
|
1
|
+
import type { DecimalString } from '@lifi/perps-types';
|
|
1
2
|
/**
|
|
2
3
|
* Options shared by the human-facing display formatters.
|
|
3
4
|
*
|
|
@@ -24,7 +25,7 @@ export interface FormatOptions {
|
|
|
24
25
|
* @public
|
|
25
26
|
*/
|
|
26
27
|
export type RoundingMode = 'halfUp' | 'floor';
|
|
27
|
-
type FormatInput = number | string | null | undefined;
|
|
28
|
+
type FormatInput = number | DecimalString | string | null | undefined;
|
|
28
29
|
/**
|
|
29
30
|
* Format a bare number, unsigned, with no currency symbol: `1,234.50`,
|
|
30
31
|
* `-1,500.00`, `0.00`. The core the `$`/`%` formatters wrap; use it for
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"format.d.ts","sourceRoot":"","sources":["../../../src/decimal/format.ts"],"names":[],"mappings":"AAAA;;;;GAIG;AACH,MAAM,WAAW,aAAa;IAC5B,kEAAkE;IAClE,QAAQ,CAAC,EAAE,MAAM,CAAA;IACjB,mFAAmF;IACnF,WAAW,CAAC,EAAE,MAAM,CAAA;IACpB,gFAAgF;IAChF,MAAM,CAAC,EAAE,MAAM,CAAA;IACf;;;;;OAKG;IACH,QAAQ,CAAC,EAAE,YAAY,CAAA;CACxB;AAED;;;;GAIG;AACH,MAAM,MAAM,YAAY,GAAG,QAAQ,GAAG,OAAO,CAAA;AAI7C,KAAK,WAAW,GAAG,MAAM,GAAG,MAAM,GAAG,IAAI,GAAG,SAAS,CAAA;
|
|
1
|
+
{"version":3,"file":"format.d.ts","sourceRoot":"","sources":["../../../src/decimal/format.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,aAAa,EAAE,MAAM,mBAAmB,CAAA;AAEtD;;;;GAIG;AACH,MAAM,WAAW,aAAa;IAC5B,kEAAkE;IAClE,QAAQ,CAAC,EAAE,MAAM,CAAA;IACjB,mFAAmF;IACnF,WAAW,CAAC,EAAE,MAAM,CAAA;IACpB,gFAAgF;IAChF,MAAM,CAAC,EAAE,MAAM,CAAA;IACf;;;;;OAKG;IACH,QAAQ,CAAC,EAAE,YAAY,CAAA;CACxB;AAED;;;;GAIG;AACH,MAAM,MAAM,YAAY,GAAG,QAAQ,GAAG,OAAO,CAAA;AAI7C,KAAK,WAAW,GAAG,MAAM,GAAG,aAAa,GAAG,MAAM,GAAG,IAAI,GAAG,SAAS,CAAA;AAyFrE;;;;;;;;;;;GAWG;AACH,wBAAgB,YAAY,CAC1B,KAAK,EAAE,WAAW,EAClB,OAAO,GAAE,aAAkB,GAC1B,MAAM,CAaR;AAED;;;;;;;GAOG;AACH,wBAAgB,SAAS,CACvB,KAAK,EAAE,WAAW,EAClB,OAAO,GAAE,aAAkB,GAC1B,MAAM,CAaR;AAED;;;;;;;;GAQG;AACH,wBAAgB,eAAe,CAC7B,KAAK,EAAE,WAAW,EAClB,OAAO,GAAE,aAAkB,GAC1B,MAAM,CAaR;AAED;;;;;;;;GAQG;AACH,wBAAgB,mBAAmB,CACjC,KAAK,EAAE,WAAW,EAClB,OAAO,GAAE,aAAkB,GAC1B,MAAM,CAaR;AAED;;;;;;;;;GASG;AACH,wBAAgB,WAAW,CACzB,KAAK,EAAE,WAAW,EAClB,OAAO,GAAE,aAAkB,GAC1B,MAAM,CAqBR;AAED;;;;;;;;GAQG;AACH,wBAAgB,gBAAgB,CAC9B,KAAK,EAAE,WAAW,EAClB,OAAO,GAAE,aAAkB,GAC1B,MAAM,CAkBR"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"format.js","sourceRoot":"","sources":["../../../src/decimal/format.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"format.js","sourceRoot":"","sources":["../../../src/decimal/format.ts"],"names":[],"mappings":"AA8BA,MAAM,mBAAmB,GAAG,GAAG,CAAA;AAI/B;;;;GAIG;AACH,MAAM,kBAAkB,GAAG,CAAC,CAAA;AAE5B;;;;;;GAMG;AACH,SAAS,cAAc,CAAC,KAAkB;IACxC,IAAI,CAAS,CAAA;IACb,IAAI,OAAO,KAAK,KAAK,QAAQ,EAAE,CAAC;QAC9B,MAAM,OAAO,GAAG,KAAK,CAAC,OAAO,CAAC,SAAS,EAAE,EAAE,CAAC,CAAA;QAC5C,IAAI,CAAC,OAAO,EAAE,CAAC;YACb,OAAO,IAAI,CAAA;QACb,CAAC;QACD,CAAC,GAAG,MAAM,CAAC,OAAO,CAAC,CAAA;IACrB,CAAC;SAAM,IAAI,OAAO,KAAK,KAAK,QAAQ,EAAE,CAAC;QACrC,CAAC,GAAG,KAAK,CAAA;IACX,CAAC;SAAM,CAAC;QACN,OAAO,IAAI,CAAA;IACb,CAAC;IACD,OAAO,MAAM,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAA;AACtC,CAAC;AAED;;;;;GAKG;AACH,SAAS,WAAW,CAAC,GAAW,EAAE,QAAgB;IAChD,MAAM,CAAC,GAAG,GAAG,CAAC,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,QAAQ,GAAG,kBAAkB,EAAE,GAAG,CAAC,CAAC,CAAA;IACnE,MAAM,GAAG,GAAG,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAA;IAC1B,MAAM,GAAG,GAAG,QAAQ,KAAK,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,GAAG,CAAC,GAAG,QAAQ,CAAA;IACrD,OAAO,MAAM,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,EAAE,GAAG,CAAC,CAAC,CAAA;AAChC,CAAC;AAED;;;;;GAKG;AACH,SAAS,WAAW,CAClB,CAAS,EACT,QAAgB,EAChB,MAA0B,EAC1B,QAAiB,EACjB,QAAsB,EACtB,MAAe;IAEf,MAAM,OAAO,GACX,QAAQ,KAAK,OAAO;QAClB,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,WAAW,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,QAAQ,CAAC;QACvD,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC,CAAA;IACjC,MAAM,IAAI,GAAG,OAAO,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,MAAM,IAAI,OAAO,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAA;IACjE,MAAM,IAAI,GAAG,IAAI,CAAC,GAAG,CAAC,OAAO,CAAC,CAAC,cAAc,CAAC,MAAM,EAAE;QACpD,qBAAqB,EAAE,QAAQ;QAC/B,qBAAqB,EAAE,QAAQ;QAC/B,WAAW,EAAE,QAAQ;KACtB,CAAC,CAAA;IACF,OAAO,EAAE,IAAI,EAAE,IAAI,EAAE,CAAA;AACvB,CAAC;AAED;;;GAGG;AACH,SAAS,YAAY,CAAC,GAAW;IAC/B,IAAI,GAAG,IAAI,CAAC,EAAE,CAAC;QACb,OAAO,CAAC,CAAA;IACV,CAAC;IACD,IAAI,GAAG,IAAI,GAAG,EAAE,CAAC;QACf,OAAO,CAAC,CAAA;IACV,CAAC;IACD,IAAI,GAAG,IAAI,IAAI,EAAE,CAAC;QAChB,OAAO,CAAC,CAAA;IACV,CAAC;IACD,OAAO,CAAC,CAAA;AACV,CAAC;AAED;;;;;;;;;;;GAWG;AACH,MAAM,UAAU,YAAY,CAC1B,KAAkB,EAClB,UAAyB,EAAE;IAE3B,MAAM,EACJ,QAAQ,GAAG,CAAC,EACZ,WAAW,GAAG,mBAAmB,EACjC,MAAM,EACN,QAAQ,GAAG,QAAQ,GACpB,GAAG,OAAO,CAAA;IACX,MAAM,CAAC,GAAG,cAAc,CAAC,KAAK,CAAC,CAAA;IAC/B,IAAI,CAAC,KAAK,IAAI,EAAE,CAAC;QACf,OAAO,WAAW,CAAA;IACpB,CAAC;IACD,MAAM,EAAE,IAAI,EAAE,IAAI,EAAE,GAAG,WAAW,CAAC,CAAC,EAAE,QAAQ,EAAE,MAAM,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,CAAC,CAAA;IAC9E,OAAO,GAAG,IAAI,GAAG,IAAI,EAAE,CAAA;AACzB,CAAC;AAED;;;;;;;GAOG;AACH,MAAM,UAAU,SAAS,CACvB,KAAkB,EAClB,UAAyB,EAAE;IAE3B,MAAM,EACJ,QAAQ,GAAG,CAAC,EACZ,WAAW,GAAG,mBAAmB,EACjC,MAAM,EACN,QAAQ,GAAG,QAAQ,GACpB,GAAG,OAAO,CAAA;IACX,MAAM,CAAC,GAAG,cAAc,CAAC,KAAK,CAAC,CAAA;IAC/B,IAAI,CAAC,KAAK,IAAI,EAAE,CAAC;QACf,OAAO,WAAW,CAAA;IACpB,CAAC;IACD,MAAM,EAAE,IAAI,EAAE,IAAI,EAAE,GAAG,WAAW,CAAC,CAAC,EAAE,QAAQ,EAAE,MAAM,EAAE,IAAI,EAAE,QAAQ,EAAE,KAAK,CAAC,CAAA;IAC9E,OAAO,GAAG,IAAI,IAAI,IAAI,EAAE,CAAA;AAC1B,CAAC;AAED;;;;;;;;GAQG;AACH,MAAM,UAAU,eAAe,CAC7B,KAAkB,EAClB,UAAyB,EAAE;IAE3B,MAAM,EACJ,QAAQ,GAAG,CAAC,EACZ,WAAW,GAAG,mBAAmB,EACjC,MAAM,EACN,QAAQ,GAAG,QAAQ,GACpB,GAAG,OAAO,CAAA;IACX,MAAM,CAAC,GAAG,cAAc,CAAC,KAAK,CAAC,CAAA;IAC/B,IAAI,CAAC,KAAK,IAAI,EAAE,CAAC;QACf,OAAO,WAAW,CAAA;IACpB,CAAC;IACD,MAAM,EAAE,IAAI,EAAE,IAAI,EAAE,GAAG,WAAW,CAAC,CAAC,EAAE,QAAQ,EAAE,MAAM,EAAE,IAAI,EAAE,QAAQ,EAAE,IAAI,CAAC,CAAA;IAC7E,OAAO,GAAG,IAAI,IAAI,IAAI,EAAE,CAAA;AAC1B,CAAC;AAED;;;;;;;;GAQG;AACH,MAAM,UAAU,mBAAmB,CACjC,KAAkB,EAClB,UAAyB,EAAE;IAE3B,MAAM,EACJ,QAAQ,GAAG,CAAC,EACZ,WAAW,GAAG,mBAAmB,EACjC,MAAM,EACN,QAAQ,GAAG,QAAQ,GACpB,GAAG,OAAO,CAAA;IACX,MAAM,CAAC,GAAG,cAAc,CAAC,KAAK,CAAC,CAAA;IAC/B,IAAI,CAAC,KAAK,IAAI,EAAE,CAAC;QACf,OAAO,WAAW,CAAA;IACpB,CAAC;IACD,MAAM,EAAE,IAAI,EAAE,IAAI,EAAE,GAAG,WAAW,CAAC,CAAC,EAAE,QAAQ,EAAE,MAAM,EAAE,KAAK,EAAE,QAAQ,EAAE,IAAI,CAAC,CAAA;IAC9E,OAAO,GAAG,IAAI,GAAG,IAAI,GAAG,CAAA;AAC1B,CAAC;AAED;;;;;;;;;GASG;AACH,MAAM,UAAU,WAAW,CACzB,KAAkB,EAClB,UAAyB,EAAE;IAE3B,MAAM,EACJ,WAAW,GAAG,mBAAmB,EACjC,MAAM,EACN,QAAQ,GAAG,QAAQ,GACpB,GAAG,OAAO,CAAA;IACX,MAAM,CAAC,GAAG,cAAc,CAAC,KAAK,CAAC,CAAA;IAC/B,IAAI,CAAC,KAAK,IAAI,EAAE,CAAC;QACf,OAAO,WAAW,CAAA;IACpB,CAAC;IACD,MAAM,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAA;IACvB,MAAM,QAAQ,GAAG,OAAO,CAAC,QAAQ,IAAI,YAAY,CAAC,GAAG,CAAC,CAAA;IACtD,MAAM,EAAE,IAAI,EAAE,IAAI,EAAE,GAAG,WAAW,CAChC,CAAC,EACD,QAAQ,EACR,MAAM,EACN,GAAG,IAAI,IAAI,EACX,QAAQ,EACR,KAAK,CACN,CAAA;IACD,OAAO,GAAG,IAAI,IAAI,IAAI,EAAE,CAAA;AAC1B,CAAC;AAED;;;;;;;;GAQG;AACH,MAAM,UAAU,gBAAgB,CAC9B,KAAkB,EAClB,UAAyB,EAAE;IAE3B,MAAM,EAAE,QAAQ,GAAG,CAAC,EAAE,WAAW,GAAG,mBAAmB,EAAE,GAAG,OAAO,CAAA;IACnE,MAAM,CAAC,GAAG,cAAc,CAAC,KAAK,CAAC,CAAA;IAC/B,IAAI,CAAC,KAAK,IAAI,EAAE,CAAC;QACf,OAAO,WAAW,CAAA;IACpB,CAAC;IACD,MAAM,IAAI,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAA;IAC7B,MAAM,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAA;IACvB,IAAI,GAAG,IAAI,aAAa,EAAE,CAAC;QACzB,OAAO,GAAG,IAAI,IAAI,CAAC,GAAG,GAAG,aAAa,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,GAAG,CAAA;IAC9D,CAAC;IACD,IAAI,GAAG,IAAI,SAAS,EAAE,CAAC;QACrB,OAAO,GAAG,IAAI,IAAI,CAAC,GAAG,GAAG,SAAS,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,GAAG,CAAA;IAC1D,CAAC;IACD,IAAI,GAAG,IAAI,KAAK,EAAE,CAAC;QACjB,OAAO,GAAG,IAAI,IAAI,CAAC,GAAG,GAAG,KAAK,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,GAAG,CAAA;IACtD,CAAC;IACD,OAAO,GAAG,IAAI,IAAI,GAAG,CAAC,OAAO,CAAC,QAAQ,CAAC,EAAE,CAAA;AAC3C,CAAC"}
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@@ -1,22 +1,4 @@
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|
|
1
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-
import type
|
|
2
|
-
/**
|
|
3
|
-
* Parse a string to a float, stripping common formatting artefacts.
|
|
4
|
-
*
|
|
5
|
-
* Handles:
|
|
6
|
-
* - Currency prefixes/suffixes ($, USD, etc.)
|
|
7
|
-
* - Explicit sign prefixes (+/-)
|
|
8
|
-
* - Thousands separators (commas)
|
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9
|
-
* - Percentage suffixes (%)
|
|
10
|
-
* - Whitespace
|
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11
|
-
*
|
|
12
|
-
* @returns Parsed number; `0` for empty/blank input, `NaN` when a non-empty
|
|
13
|
-
* string contains no parseable number
|
|
14
|
-
*/
|
|
15
|
-
declare function toFloat(value: string): number;
|
|
16
|
-
/**
|
|
17
|
-
* @deprecated Use `parseDecimal`. Removed in the next major.
|
|
18
|
-
*/
|
|
19
|
-
export declare const stringToFloat: typeof toFloat;
|
|
1
|
+
import { type DecimalString } from '@lifi/perps-types';
|
|
20
2
|
/**
|
|
21
3
|
* Parse an optional decimal field, tolerating currency symbols, grouping
|
|
22
4
|
* separators and a percentage suffix around the number.
|
|
@@ -25,5 +7,10 @@ export declare const stringToFloat: typeof toFloat;
|
|
|
25
7
|
* @public
|
|
26
8
|
*/
|
|
27
9
|
export declare function parseDecimal(value: DecimalString | string | null | undefined): number | undefined;
|
|
28
|
-
|
|
10
|
+
/**
|
|
11
|
+
* Narrows an unknown value to a {@link DecimalString}.
|
|
12
|
+
*
|
|
13
|
+
* @public
|
|
14
|
+
*/
|
|
15
|
+
export declare function isDecimalString(value: unknown): value is DecimalString;
|
|
29
16
|
//# sourceMappingURL=parse.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"parse.d.ts","sourceRoot":"","sources":["../../../src/decimal/parse.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,
|
|
1
|
+
{"version":3,"file":"parse.d.ts","sourceRoot":"","sources":["../../../src/decimal/parse.ts"],"names":[],"mappings":"AAAA,OAAO,EAAmB,KAAK,aAAa,EAAE,MAAM,mBAAmB,CAAA;AA6BvE;;;;;;GAMG;AACH,wBAAgB,YAAY,CAC1B,KAAK,EAAE,aAAa,GAAG,MAAM,GAAG,IAAI,GAAG,SAAS,GAC/C,MAAM,GAAG,SAAS,CAYpB;AAED;;;;GAIG;AACH,wBAAgB,eAAe,CAAC,KAAK,EAAE,OAAO,GAAG,KAAK,IAAI,aAAa,CAEtE"}
|
|
@@ -1,3 +1,4 @@
|
|
|
1
|
+
import { DECIMAL_PATTERN } from '@lifi/perps-types';
|
|
1
2
|
/**
|
|
2
3
|
* Parse a string to a float, stripping common formatting artefacts.
|
|
3
4
|
*
|
|
@@ -21,10 +22,6 @@ function toFloat(value) {
|
|
|
21
22
|
}
|
|
22
23
|
return parseFloat(cleaned);
|
|
23
24
|
}
|
|
24
|
-
/**
|
|
25
|
-
* @deprecated Use `parseDecimal`. Removed in the next major.
|
|
26
|
-
*/
|
|
27
|
-
export const stringToFloat = toFloat;
|
|
28
25
|
const FORMATTED_NUMBER = /^(?:[+-]\s*)?(?:\$\s*)?(?:(?:\d{1,3}(?:,\d{3})+|\d+)(?:\.\d*)?|\.\d+)(?:[eE][+-]?\d+)?(?:\s*(?:%|USD))?$/i;
|
|
29
26
|
/**
|
|
30
27
|
* Parse an optional decimal field, tolerating currency symbols, grouping
|
|
@@ -46,4 +43,12 @@ export function parseDecimal(value) {
|
|
|
46
43
|
const parsed = toFloat(value);
|
|
47
44
|
return Number.isFinite(parsed) ? parsed : undefined;
|
|
48
45
|
}
|
|
46
|
+
/**
|
|
47
|
+
* Narrows an unknown value to a {@link DecimalString}.
|
|
48
|
+
*
|
|
49
|
+
* @public
|
|
50
|
+
*/
|
|
51
|
+
export function isDecimalString(value) {
|
|
52
|
+
return typeof value === 'string' && DECIMAL_PATTERN.test(value);
|
|
53
|
+
}
|
|
49
54
|
//# sourceMappingURL=parse.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"parse.js","sourceRoot":"","sources":["../../../src/decimal/parse.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"parse.js","sourceRoot":"","sources":["../../../src/decimal/parse.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,eAAe,EAAsB,MAAM,mBAAmB,CAAA;AAEvE;;;;;;;;;;;;GAYG;AACH,SAAS,OAAO,CAAC,KAAa;IAC5B,IAAI,CAAC,KAAK,EAAE,CAAC;QACX,OAAO,CAAC,CAAA;IACV,CAAC;IACD,MAAM,OAAO,GAAG,KAAK,CAAC,IAAI,EAAE,CAAC,OAAO,CAAC,OAAO,EAAE,EAAE,CAAC,CAAC,OAAO,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC,IAAI,EAAE,CAAA;IAC1E,IAAI,CAAC,OAAO,EAAE,CAAC;QACb,OAAO,CAAC,CAAA;IACV,CAAC;IACD,OAAO,UAAU,CAAC,OAAO,CAAC,CAAA;AAC5B,CAAC;AAED,MAAM,gBAAgB,GACpB,2GAA2G,CAAA;AAE7G;;;;;;GAMG;AACH,MAAM,UAAU,YAAY,CAC1B,KAAgD;IAEhD,IAAI,KAAK,IAAI,IAAI,EAAE,CAAC;QAClB,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,IAAI,KAAK,CAAC,IAAI,EAAE,KAAK,EAAE,EAAE,CAAC;QACxB,OAAO,OAAO,CAAC,KAAK,CAAC,CAAA;IACvB,CAAC;IACD,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,EAAE,CAAC,EAAE,CAAC;QACzC,OAAO,SAAS,CAAA;IAClB,CAAC;IACD,MAAM,MAAM,GAAG,OAAO,CAAC,KAAK,CAAC,CAAA;IAC7B,OAAO,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,SAAS,CAAA;AACrD,CAAC;AAED;;;;GAIG;AACH,MAAM,UAAU,eAAe,CAAC,KAAc;IAC5C,OAAO,OAAO,KAAK,KAAK,QAAQ,IAAI,eAAe,CAAC,IAAI,CAAC,KAAK,CAAC,CAAA;AACjE,CAAC"}
|
|
@@ -1,7 +1,7 @@
|
|
|
1
1
|
import { type DecimalString } from '@lifi/perps-types';
|
|
2
2
|
import Big from 'big.js';
|
|
3
3
|
/**
|
|
4
|
-
* Parse a
|
|
4
|
+
* Parse a decimal input, naming the field it came from when the
|
|
5
5
|
* value breaks the {@link DecimalString} contract, so a malformed amount
|
|
6
6
|
* fails at the SDK boundary instead of inside big.js.
|
|
7
7
|
*
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"requireDecimal.d.ts","sourceRoot":"","sources":["../../../src/decimal/requireDecimal.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,KAAK,aAAa,EAAkB,MAAM,mBAAmB,CAAA;AACtE,OAAO,GAAG,MAAM,QAAQ,CAAA;AAIxB;;;;;;GAMG;AACH,wBAAgB,cAAc,CAAC,KAAK,EAAE,aAAa,EAAE,KAAK,EAAE,MAAM,GAAG,GAAG,CAQvE"}
|
|
@@ -1,8 +1,9 @@
|
|
|
1
|
-
import {
|
|
1
|
+
import { PerpsErrorCode } from '@lifi/perps-types';
|
|
2
2
|
import Big from 'big.js';
|
|
3
3
|
import { PerpsError } from '../errors/PerpsError.js';
|
|
4
|
+
import { isDecimalString } from './parse.js';
|
|
4
5
|
/**
|
|
5
|
-
* Parse a
|
|
6
|
+
* Parse a decimal input, naming the field it came from when the
|
|
6
7
|
* value breaks the {@link DecimalString} contract, so a malformed amount
|
|
7
8
|
* fails at the SDK boundary instead of inside big.js.
|
|
8
9
|
*
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"requireDecimal.js","sourceRoot":"","sources":["../../../src/decimal/requireDecimal.ts"],"names":[],"mappings":"AAAA,OAAO,EAAsB,cAAc,EAAE,MAAM,mBAAmB,CAAA;AACtE,OAAO,GAAG,MAAM,QAAQ,CAAA;AACxB,OAAO,EAAE,UAAU,EAAE,MAAM,yBAAyB,CAAA;AACpD,OAAO,EAAE,eAAe,EAAE,MAAM,YAAY,CAAA;AAE5C;;;;;;GAMG;AACH,MAAM,UAAU,cAAc,CAAC,KAAoB,EAAE,KAAa;IAChE,IAAI,CAAC,eAAe,CAAC,KAAK,CAAC,EAAE,CAAC;QAC5B,MAAM,IAAI,UAAU,CAClB,cAAc,CAAC,eAAe,EAC9B,aAAa,KAAK,QAAQ,KAAK,4BAA4B,CAC5D,CAAA;IACH,CAAC;IACD,OAAO,IAAI,GAAG,CAAC,KAAK,CAAC,CAAA;AACvB,CAAC"}
|
package/dist/esm/index.d.ts
CHANGED
|
@@ -10,17 +10,17 @@ export * from '@lifi/perps-types';
|
|
|
10
10
|
export { createPerpsClient, DEFAULT_API_URL, } from './client/createPerpsClient.js';
|
|
11
11
|
export { PerpsClient } from './client/PerpsClient.js';
|
|
12
12
|
export { requireProvider } from './client/requireProvider.js';
|
|
13
|
-
export type { BaseUnitsRounding
|
|
14
|
-
export { baseUnitsToDecimal, decimalToBaseUnits,
|
|
13
|
+
export type { BaseUnitsRounding } from './decimal/convert.js';
|
|
14
|
+
export { baseUnitsToDecimal, decimalToBaseUnits, numberToDecimalString, truncateDecimal, } from './decimal/convert.js';
|
|
15
15
|
export type { FormatOptions, RoundingMode } from './decimal/format.js';
|
|
16
16
|
export { formatCompactUsd, formatNumber, formatPrice, formatSignedPercent, formatSignedUsd, formatUsd, } from './decimal/format.js';
|
|
17
|
-
export {
|
|
17
|
+
export { isDecimalString, parseDecimal } from './decimal/parse.js';
|
|
18
18
|
export { PerpsErrorMessage } from './errors/constants.js';
|
|
19
19
|
export { PerpsError } from './errors/PerpsError.js';
|
|
20
20
|
export { classifyFill, classifyFillFromPosition, FillClassification, } from './math/fills.js';
|
|
21
21
|
export type { ExpectedPnl } from './math/order.js';
|
|
22
|
-
export { applySlippage, buildQuote, calculateExpectedPnl,
|
|
23
|
-
export { calculateEffectiveLeverage, calculateLiquidationDistance, calculateNotionalValue, calculateRealizedPnl, calculateRequiredMargin, calculateRoe, calculateUnrealizedPnl,
|
|
22
|
+
export { applySlippage, buildQuote, calculateExpectedPnl, calculateRealizedPnlPercent, calculateSize, calculateTriggerPercent, calculateTriggerPrice, estimateFees, estimateRealizedPnl, findMatchingPosition, resolveCloseSize, walkOrderbook, } from './math/order.js';
|
|
23
|
+
export { calculateEffectiveLeverage, calculateLiquidationDistance, calculateNotionalValue, calculateRealizedPnl, calculateRequiredMargin, calculateRoe, calculateUnrealizedPnl, estimateAverageEntryPrice, estimateLiquidationPrice, estimateNewLeverage, estimateUnrealizedPnl, positionSupportsMarginAdjustment, positionSupportsMarginRemoval, wouldImmediatelyLiquidate, } from './math/position.js';
|
|
24
24
|
export { AssetRegistry, getAssetRegistry, toAssetDisplay, } from './registry/assetRegistry.js';
|
|
25
25
|
export type { DefaultMarketProvider } from './registry/marketRegistry.js';
|
|
26
26
|
export { DEFAULT_MARKET_ID, getDefaultMarketId, getMarketRegistry, isActiveMarket, MarketRegistry, toMarketDisplay, toPerpsMarketDisplay, } from './registry/marketRegistry.js';
|
package/dist/esm/index.d.ts.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/index.ts"],"names":[],"mappings":"AAGA;;;;;;;GAOG;AAEH,cAAc,mBAAmB,CAAA;AACjC,OAAO,EACL,iBAAiB,EACjB,eAAe,GAChB,MAAM,+BAA+B,CAAA;AACtC,OAAO,EAAE,WAAW,EAAE,MAAM,yBAAyB,CAAA;AACrD,OAAO,EAAE,eAAe,EAAE,MAAM,6BAA6B,CAAA;AAC7D,YAAY,
|
|
1
|
+
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/index.ts"],"names":[],"mappings":"AAGA;;;;;;;GAOG;AAEH,cAAc,mBAAmB,CAAA;AACjC,OAAO,EACL,iBAAiB,EACjB,eAAe,GAChB,MAAM,+BAA+B,CAAA;AACtC,OAAO,EAAE,WAAW,EAAE,MAAM,yBAAyB,CAAA;AACrD,OAAO,EAAE,eAAe,EAAE,MAAM,6BAA6B,CAAA;AAC7D,YAAY,EAAE,iBAAiB,EAAE,MAAM,sBAAsB,CAAA;AAC7D,OAAO,EACL,kBAAkB,EAClB,kBAAkB,EAClB,qBAAqB,EACrB,eAAe,GAChB,MAAM,sBAAsB,CAAA;AAC7B,YAAY,EAAE,aAAa,EAAE,YAAY,EAAE,MAAM,qBAAqB,CAAA;AACtE,OAAO,EACL,gBAAgB,EAChB,YAAY,EACZ,WAAW,EACX,mBAAmB,EACnB,eAAe,EACf,SAAS,GACV,MAAM,qBAAqB,CAAA;AAC5B,OAAO,EAAE,eAAe,EAAE,YAAY,EAAE,MAAM,oBAAoB,CAAA;AAClE,OAAO,EAAE,iBAAiB,EAAE,MAAM,uBAAuB,CAAA;AACzD,OAAO,EAAE,UAAU,EAAE,MAAM,wBAAwB,CAAA;AACnD,OAAO,EACL,YAAY,EACZ,wBAAwB,EACxB,kBAAkB,GACnB,MAAM,iBAAiB,CAAA;AACxB,YAAY,EAAE,WAAW,EAAE,MAAM,iBAAiB,CAAA;AAClD,OAAO,EACL,aAAa,EACb,UAAU,EACV,oBAAoB,EACpB,2BAA2B,EAC3B,aAAa,EACb,uBAAuB,EACvB,qBAAqB,EACrB,YAAY,EACZ,mBAAmB,EACnB,oBAAoB,EACpB,gBAAgB,EAChB,aAAa,GACd,MAAM,iBAAiB,CAAA;AACxB,OAAO,EACL,0BAA0B,EAC1B,4BAA4B,EAC5B,sBAAsB,EACtB,oBAAoB,EACpB,uBAAuB,EACvB,YAAY,EACZ,sBAAsB,EACtB,yBAAyB,EACzB,wBAAwB,EACxB,mBAAmB,EACnB,qBAAqB,EACrB,gCAAgC,EAChC,6BAA6B,EAC7B,yBAAyB,GAC1B,MAAM,oBAAoB,CAAA;AAE3B,OAAO,EACL,aAAa,EACb,gBAAgB,EAChB,cAAc,GACf,MAAM,6BAA6B,CAAA;AACpC,YAAY,EAAE,qBAAqB,EAAE,MAAM,8BAA8B,CAAA;AACzE,OAAO,EACL,iBAAiB,EACjB,kBAAkB,EAClB,iBAAiB,EACjB,cAAc,EACd,cAAc,EACd,eAAe,EACf,oBAAoB,GACrB,MAAM,8BAA8B,CAAA;AAErC,YAAY,EAAE,kBAAkB,EAAE,MAAM,4BAA4B,CAAA;AACpE,OAAO,EAAE,YAAY,EAAE,MAAM,4BAA4B,CAAA;AACzD,YAAY,EAAE,mBAAmB,EAAE,MAAM,6BAA6B,CAAA;AACtE,OAAO,EAAE,aAAa,EAAE,MAAM,6BAA6B,CAAA;AAC3D,YAAY,EAAE,gBAAgB,EAAE,MAAM,0BAA0B,CAAA;AAChE,OAAO,EAAE,UAAU,EAAE,MAAM,0BAA0B,CAAA;AACrD,YAAY,EAAE,iBAAiB,EAAE,MAAM,2BAA2B,CAAA;AAClE,OAAO,EAAE,WAAW,EAAE,MAAM,2BAA2B,CAAA;AACvD,YAAY,EAAE,eAAe,EAAE,MAAM,yBAAyB,CAAA;AAC9D,OAAO,EAAE,SAAS,EAAE,MAAM,yBAAyB,CAAA;AACnD,YAAY,EAAE,cAAc,EAAE,MAAM,wBAAwB,CAAA;AAC5D,OAAO,EAAE,QAAQ,EAAE,MAAM,wBAAwB,CAAA;AACjD,YAAY,EAAE,0BAA0B,EAAE,MAAM,oCAAoC,CAAA;AACpF,OAAO,EACL,oBAAoB,EACpB,YAAY,GACb,MAAM,oCAAoC,CAAA;AAC3C,YAAY,EAAE,eAAe,EAAE,MAAM,yBAAyB,CAAA;AAC9D,OAAO,EAAE,SAAS,EAAE,MAAM,yBAAyB,CAAA;AACnD,YAAY,EAAE,gBAAgB,EAAE,MAAM,0BAA0B,CAAA;AAChE,OAAO,EAAE,UAAU,EAAE,MAAM,0BAA0B,CAAA;AACrD,YAAY,EAAE,uBAAuB,EAAE,MAAM,iCAAiC,CAAA;AAC9E,OAAO,EAAE,iBAAiB,EAAE,MAAM,iCAAiC,CAAA;AACnE,OAAO,EAAE,OAAO,EAAE,MAAM,uBAAuB,CAAA;AAC/C,YAAY,EAAE,cAAc,EAAE,MAAM,wBAAwB,CAAA;AAC5D,OAAO,EAAE,QAAQ,EAAE,MAAM,wBAAwB,CAAA;AACjD,YAAY,EAAE,cAAc,EAAE,MAAM,wBAAwB,CAAA;AAC5D,OAAO,EAAE,QAAQ,EAAE,MAAM,wBAAwB,CAAA;AACjD,YAAY,EAAE,kBAAkB,EAAE,MAAM,4BAA4B,CAAA;AACpE,OAAO,EAAE,YAAY,EAAE,MAAM,4BAA4B,CAAA;AACzD,YAAY,EAAE,eAAe,EAAE,MAAM,yBAAyB,CAAA;AAC9D,OAAO,EAAE,SAAS,EAAE,MAAM,yBAAyB,CAAA;AACnD,YAAY,EAAE,kBAAkB,EAAE,MAAM,4BAA4B,CAAA;AACpE,OAAO,EAAE,YAAY,EAAE,MAAM,4BAA4B,CAAA;AACzD,OAAO,EAAE,YAAY,EAAE,MAAM,4BAA4B,CAAA;AACzD,YAAY,EAAE,cAAc,EAAE,MAAM,wBAAwB,CAAA;AAC5D,OAAO,EAAE,QAAQ,EAAE,MAAM,wBAAwB,CAAA;AACjD,YAAY,EAAE,yBAAyB,EAAE,MAAM,mCAAmC,CAAA;AAClF,OAAO,EAAE,mBAAmB,EAAE,MAAM,mCAAmC,CAAA;AACvE,YAAY,EAAE,uBAAuB,EAAE,MAAM,iCAAiC,CAAA;AAC9E,OAAO,EAAE,iBAAiB,EAAE,MAAM,iCAAiC,CAAA;AACnE,OAAO,EAAE,kBAAkB,EAAE,MAAM,kCAAkC,CAAA;AACrE,OAAO,EAAE,YAAY,EAAE,kBAAkB,EAAE,MAAM,4BAA4B,CAAA;AAC7E,OAAO,EACL,iBAAiB,EACjB,qBAAqB,GACtB,MAAM,qCAAqC,CAAA;AAC5C,OAAO,EAAE,mBAAmB,EAAE,MAAM,+BAA+B,CAAA;AACnE,OAAO,EACL,iBAAiB,EACjB,mBAAmB,GACpB,MAAM,gCAAgC,CAAA;AACvC,OAAO,EAAE,mBAAmB,EAAE,MAAM,sBAAsB,CAAA;AAC1D,YAAY,EAAE,cAAc,EAAE,MAAM,oBAAoB,CAAA;AACxD,OAAO,EAAE,mBAAmB,EAAE,MAAM,oCAAoC,CAAA;AACxE,YAAY,EAAE,qBAAqB,EAAE,MAAM,+BAA+B,CAAA;AAC1E,OAAO,EAAE,cAAc,EAAE,YAAY,EAAE,MAAM,+BAA+B,CAAA;AAC5E,YAAY,EACV,mBAAmB,EACnB,mBAAmB,EACnB,mBAAmB,EACnB,mBAAmB,EACnB,oBAAoB,EACpB,WAAW,EACX,WAAW,GACZ,MAAM,4BAA4B,CAAA;AACnC,OAAO,EACL,cAAc,EACd,gBAAgB,EAChB,mBAAmB,EACnB,kBAAkB,GACnB,MAAM,4BAA4B,CAAA;AACnC,YAAY,EACV,wBAAwB,EACxB,kBAAkB,EAClB,qBAAqB,IAAI,2BAA2B,EACpD,8BAA8B,EAC9B,uBAAuB,EACvB,gBAAgB,EAChB,oBAAoB,EACpB,yBAAyB,EACzB,cAAc,EACd,6BAA6B,EAC7B,qBAAqB,EACrB,kBAAkB,EAClB,kBAAkB,EAClB,WAAW,EACX,gBAAgB,IAAI,sBAAsB,EAC1C,uBAAuB,IAAI,6BAA6B,EACxD,oBAAoB,IAAI,0BAA0B,EAClD,aAAa,EACb,qBAAqB,EACrB,kBAAkB,EAClB,sBAAsB,EACtB,cAAc,GACf,MAAM,gBAAgB,CAAA;AACvB,YAAY,EACV,eAAe,EACf,iBAAiB,EACjB,kBAAkB,EAClB,iBAAiB,EACjB,eAAe,GAChB,MAAM,mBAAmB,CAAA;AAC1B,YAAY,EACV,oBAAoB,EACpB,WAAW,EACX,+BAA+B,EAC/B,mBAAmB,EACnB,wBAAwB,GACzB,MAAM,oBAAoB,CAAA;AAC3B,YAAY,EACV,wBAAwB,EACxB,yBAAyB,EACzB,aAAa,EACb,mBAAmB,EACnB,cAAc,EACd,2BAA2B,EAC3B,wBAAwB,EACxB,yBAAyB,EACzB,iCAAiC,EACjC,4BAA4B,EAC5B,sBAAsB,EACtB,+BAA+B,EAC/B,sBAAsB,EACtB,uBAAuB,EACvB,iCAAiC,EACjC,0BAA0B,EAC1B,sBAAsB,EACtB,qCAAqC,EACrC,6BAA6B,EAC7B,aAAa,EACb,kBAAkB,EAClB,kBAAkB,GACnB,MAAM,qBAAqB,CAAA;AAC5B,YAAY,EACV,2BAA2B,EAC3B,mBAAmB,EACnB,eAAe,EACf,YAAY,EACZ,iBAAiB,EACjB,yBAAyB,GAC1B,MAAM,uBAAuB,CAAA;AAC9B,OAAO,EAAE,gBAAgB,EAAE,MAAM,2BAA2B,CAAA;AAC5D,OAAO,EACL,mBAAmB,EACnB,aAAa,EACb,gBAAgB,EAChB,YAAY,EACZ,oBAAoB,EACpB,cAAc,GACf,MAAM,0BAA0B,CAAA;AACjC,OAAO,EACL,eAAe,EACf,aAAa,EACb,qBAAqB,GACtB,MAAM,qBAAqB,CAAA;AAC5B,OAAO,EACL,qBAAqB,EACrB,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|
package/dist/esm/index.js
CHANGED
|
@@ -12,14 +12,14 @@ export * from '@lifi/perps-types';
|
|
|
12
12
|
export { createPerpsClient, DEFAULT_API_URL, } from './client/createPerpsClient.js';
|
|
13
13
|
export { PerpsClient } from './client/PerpsClient.js';
|
|
14
14
|
export { requireProvider } from './client/requireProvider.js';
|
|
15
|
-
export { baseUnitsToDecimal, decimalToBaseUnits,
|
|
15
|
+
export { baseUnitsToDecimal, decimalToBaseUnits, numberToDecimalString, truncateDecimal, } from './decimal/convert.js';
|
|
16
16
|
export { formatCompactUsd, formatNumber, formatPrice, formatSignedPercent, formatSignedUsd, formatUsd, } from './decimal/format.js';
|
|
17
|
-
export {
|
|
17
|
+
export { isDecimalString, parseDecimal } from './decimal/parse.js';
|
|
18
18
|
export { PerpsErrorMessage } from './errors/constants.js';
|
|
19
19
|
export { PerpsError } from './errors/PerpsError.js';
|
|
20
20
|
export { classifyFill, classifyFillFromPosition, FillClassification, } from './math/fills.js';
|
|
21
|
-
export { applySlippage, buildQuote, calculateExpectedPnl,
|
|
22
|
-
export { calculateEffectiveLeverage, calculateLiquidationDistance, calculateNotionalValue, calculateRealizedPnl, calculateRequiredMargin, calculateRoe, calculateUnrealizedPnl,
|
|
21
|
+
export { applySlippage, buildQuote, calculateExpectedPnl, calculateRealizedPnlPercent, calculateSize, calculateTriggerPercent, calculateTriggerPrice, estimateFees, estimateRealizedPnl, findMatchingPosition, resolveCloseSize, walkOrderbook, } from './math/order.js';
|
|
22
|
+
export { calculateEffectiveLeverage, calculateLiquidationDistance, calculateNotionalValue, calculateRealizedPnl, calculateRequiredMargin, calculateRoe, calculateUnrealizedPnl, estimateAverageEntryPrice, estimateLiquidationPrice, estimateNewLeverage, estimateUnrealizedPnl, positionSupportsMarginAdjustment, positionSupportsMarginRemoval, wouldImmediatelyLiquidate, } from './math/position.js';
|
|
23
23
|
// Registries
|
|
24
24
|
export { AssetRegistry, getAssetRegistry, toAssetDisplay, } from './registry/assetRegistry.js';
|
|
25
25
|
export { DEFAULT_MARKET_ID, getDefaultMarketId, getMarketRegistry, isActiveMarket, MarketRegistry, toMarketDisplay, toPerpsMarketDisplay, } from './registry/marketRegistry.js';
|
package/dist/esm/index.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
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|
|
1
|
+
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/index.ts"],"names":[],"mappings":"AAAA,8EAA8E;AAC9E,+EAA+E;AAE/E;;;;;;;GAOG;AAEH,cAAc,mBAAmB,CAAA;AACjC,OAAO,EACL,iBAAiB,EACjB,eAAe,GAChB,MAAM,+BAA+B,CAAA;AACtC,OAAO,EAAE,WAAW,EAAE,MAAM,yBAAyB,CAAA;AACrD,OAAO,EAAE,eAAe,EAAE,MAAM,6BAA6B,CAAA;AAE7D,OAAO,EACL,kBAAkB,EAClB,kBAAkB,EAClB,qBAAqB,EACrB,eAAe,GAChB,MAAM,sBAAsB,CAAA;AAE7B,OAAO,EACL,gBAAgB,EAChB,YAAY,EACZ,WAAW,EACX,mBAAmB,EACnB,eAAe,EACf,SAAS,GACV,MAAM,qBAAqB,CAAA;AAC5B,OAAO,EAAE,eAAe,EAAE,YAAY,EAAE,MAAM,oBAAoB,CAAA;AAClE,OAAO,EAAE,iBAAiB,EAAE,MAAM,uBAAuB,CAAA;AACzD,OAAO,EAAE,UAAU,EAAE,MAAM,wBAAwB,CAAA;AACnD,OAAO,EACL,YAAY,EACZ,wBAAwB,EACxB,kBAAkB,GACnB,MAAM,iBAAiB,CAAA;AAExB,OAAO,EACL,aAAa,EACb,UAAU,EACV,oBAAoB,EACpB,2BAA2B,EAC3B,aAAa,EACb,uBAAuB,EACvB,qBAAqB,EACrB,YAAY,EACZ,mBAAmB,EACnB,oBAAoB,EACpB,gBAAgB,EAChB,aAAa,GACd,MAAM,iBAAiB,CAAA;AACxB,OAAO,EACL,0BAA0B,EAC1B,4BAA4B,EAC5B,sBAAsB,EACtB,oBAAoB,EACpB,uBAAuB,EACvB,YAAY,EACZ,sBAAsB,EACtB,yBAAyB,EACzB,wBAAwB,EACxB,mBAAmB,EACnB,qBAAqB,EACrB,gCAAgC,EAChC,6BAA6B,EAC7B,yBAAyB,GAC1B,MAAM,oBAAoB,CAAA;AAC3B,aAAa;AACb,OAAO,EACL,aAAa,EACb,gBAAgB,EAChB,cAAc,GACf,MAAM,6BAA6B,CAAA;AAEpC,OAAO,EACL,iBAAiB,EACjB,kBAAkB,EAClB,iBAAiB,EACjB,cAAc,EACd,cAAc,EACd,eAAe,EACf,oBAAoB,GACrB,MAAM,8BAA8B,CAAA;AAGrC,OAAO,EAAE,YAAY,EAAE,MAAM,4BAA4B,CAAA;AAEzD,OAAO,EAAE,aAAa,EAAE,MAAM,6BAA6B,CAAA;AAE3D,OAAO,EAAE,UAAU,EAAE,MAAM,0BAA0B,CAAA;AAErD,OAAO,EAAE,WAAW,EAAE,MAAM,2BAA2B,CAAA;AAEvD,OAAO,EAAE,SAAS,EAAE,MAAM,yBAAyB,CAAA;AAEnD,OAAO,EAAE,QAAQ,EAAE,MAAM,wBAAwB,CAAA;AAEjD,OAAO,EACL,oBAAoB,EACpB,YAAY,GACb,MAAM,oCAAoC,CAAA;AAE3C,OAAO,EAAE,SAAS,EAAE,MAAM,yBAAyB,CAAA;AAEnD,OAAO,EAAE,UAAU,EAAE,MAAM,0BAA0B,CAAA;AAErD,OAAO,EAAE,iBAAiB,EAAE,MAAM,iCAAiC,CAAA;AACnE,OAAO,EAAE,OAAO,EAAE,MAAM,uBAAuB,CAAA;AAE/C,OAAO,EAAE,QAAQ,EAAE,MAAM,wBAAwB,CAAA;AAEjD,OAAO,EAAE,QAAQ,EAAE,MAAM,wBAAwB,CAAA;AAEjD,OAAO,EAAE,YAAY,EAAE,MAAM,4BAA4B,CAAA;AAEzD,OAAO,EAAE,SAAS,EAAE,MAAM,yBAAyB,CAAA;AAEnD,OAAO,EAAE,YAAY,EAAE,MAAM,4BAA4B,CAAA;AACzD,OAAO,EAAE,YAAY,EAAE,MAAM,4BAA4B,CAAA;AAEzD,OAAO,EAAE,QAAQ,EAAE,MAAM,wBAAwB,CAAA;AAEjD,OAAO,EAAE,mBAAmB,EAAE,MAAM,mCAAmC,CAAA;AAEvE,OAAO,EAAE,iBAAiB,EAAE,MAAM,iCAAiC,CAAA;AACnE,OAAO,EAAE,kBAAkB,EAAE,MAAM,kCAAkC,CAAA;AACrE,OAAO,EAAE,YAAY,EAAE,kBAAkB,EAAE,MAAM,4BAA4B,CAAA;AAC7E,OAAO,EACL,iBAAiB,EACjB,qBAAqB,GACtB,MAAM,qCAAqC,CAAA;AAC5C,OAAO,EAAE,mBAAmB,EAAE,MAAM,+BAA+B,CAAA;AACnE,OAAO,EACL,iBAAiB,EACjB,mBAAmB,GACpB,MAAM,gCAAgC,CAAA;AACvC,OAAO,EAAE,mBAAmB,EAAE,MAAM,sBAAsB,CAAA;AAE1D,OAAO,EAAE,mBAAmB,EAAE,MAAM,oCAAoC,CAAA;AAExE,OAAO,EAAE,cAAc,EAAE,YAAY,EAAE,MAAM,+BAA+B,CAAA;AAU5E,OAAO,EACL,cAAc,EACd,gBAAgB,EAChB,mBAAmB,EACnB,kBAAkB,GACnB,MAAM,4BAA4B,CAAA;AAuEnC,OAAO,EAAE,gBAAgB,EAAE,MAAM,2BAA2B,CAAA;AAC5D,OAAO,EACL,mBAAmB,EACnB,aAAa,EACb,gBAAgB,EAChB,YAAY,EACZ,oBAAoB,EACpB,cAAc,GACf,MAAM,0BAA0B,CAAA;AACjC,OAAO,EACL,eAAe,EACf,aAAa,EACb,qBAAqB,GACtB,MAAM,qBAAqB,CAAA;AAC5B,OAAO,EACL,qBAAqB,EACrB,mBAAmB,EACnB,cAAc,EACd,eAAe,EACf,iBAAiB,EACjB,WAAW,EACX,cAAc,EACd,WAAW,EACX,mBAAmB,GACpB,MAAM,gCAAgC,CAAA;AACvC,OAAO,EACL,gBAAgB,EAChB,sBAAsB,GACvB,MAAM,yBAAyB,CAAA;AAChC,OAAO,EACL,aAAa,EACb,uBAAuB,GACxB,MAAM,0BAA0B,CAAA;AACjC,OAAO,EAAE,cAAc,EAAE,MAAM,qBAAqB,CAAA;AACpD,UAAU;AACV,OAAO,EAAE,IAAI,EAAE,OAAO,EAAE,MAAM,cAAc,CAAA;AAC5C,OAAO,EAAE,YAAY,EAAE,MAAM,6BAA6B,CAAA;AAE1D,OAAO,EAAE,WAAW,EAAE,MAAM,4BAA4B,CAAA;AAMxD,OAAO,EAAE,aAAa,EAAE,MAAM,8BAA8B,CAAA;AAE5D,OAAO,EAAE,qBAAqB,EAAE,MAAM,sCAAsC,CAAA;AAQ5E,OAAO,EACL,6BAA6B,EAC7B,cAAc,GACf,MAAM,+BAA+B,CAAA;AACtC,OAAO,EAAE,KAAK,EAAE,MAAM,sBAAsB,CAAA;AAK5C,OAAO,EAAE,qBAAqB,EAAE,MAAM,wBAAwB,CAAA;AAE9D,OAAO,EAAE,qBAAqB,EAAE,MAAM,kBAAkB,CAAA;AACxD,OAAO,EAAE,cAAc,EAAE,aAAa,EAAE,MAAM,gBAAgB,CAAA;AAC9D,OAAO,EAAE,qBAAqB,EAAE,MAAM,wBAAwB,CAAA;AAC9D,OAAO,EAAE,oBAAoB,EAAE,MAAM,oBAAoB,CAAA"}
|
package/dist/esm/math/fills.d.ts
CHANGED
|
@@ -1,4 +1,4 @@
|
|
|
1
|
-
import { FillClassification, OrderSide } from '@lifi/perps-types';
|
|
1
|
+
import { type DecimalString, FillClassification, OrderSide } from '@lifi/perps-types';
|
|
2
2
|
/**
|
|
3
3
|
* Re-exported fill taxonomy used by {@link classifyFillFromPosition}.
|
|
4
4
|
*
|
|
@@ -15,12 +15,12 @@ export { FillClassification };
|
|
|
15
15
|
* @param sz Unsigned fill size, parsed with `parseFloat`.
|
|
16
16
|
* @public
|
|
17
17
|
*/
|
|
18
|
-
export declare function classifyFillFromPosition(startPosition:
|
|
18
|
+
export declare function classifyFillFromPosition(startPosition: DecimalString, side: string, sz: DecimalString): FillClassification;
|
|
19
19
|
/**
|
|
20
20
|
* Classify a fill as open or close based on realizedPnl.
|
|
21
21
|
* @deprecated Use `Fill.classification` instead — it uses startPosition
|
|
22
22
|
* for accurate open/increase/reduce/close/reverse classification.
|
|
23
23
|
* @public
|
|
24
24
|
*/
|
|
25
|
-
export declare function classifyFill(side: OrderSide, realizedPnl:
|
|
25
|
+
export declare function classifyFill(side: OrderSide, realizedPnl: DecimalString | null | undefined): FillClassification;
|
|
26
26
|
//# sourceMappingURL=fills.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"fills.d.ts","sourceRoot":"","sources":["../../../src/math/fills.ts"],"names":[],"mappings":"AAAA,OAAO,
|
|
1
|
+
{"version":3,"file":"fills.d.ts","sourceRoot":"","sources":["../../../src/math/fills.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,KAAK,aAAa,EAClB,kBAAkB,EAClB,SAAS,EACV,MAAM,mBAAmB,CAAA;AAG1B;;;;GAIG;AACH,OAAO,EAAE,kBAAkB,EAAE,CAAA;AAE7B;;;;;;;;;GASG;AACH,wBAAgB,wBAAwB,CACtC,aAAa,EAAE,aAAa,EAC5B,IAAI,EAAE,MAAM,EACZ,EAAE,EAAE,aAAa,GAChB,kBAAkB,CAkCpB;AAED;;;;;GAKG;AACH,wBAAgB,YAAY,CAC1B,IAAI,EAAE,SAAS,EACf,WAAW,EAAE,aAAa,GAAG,IAAI,GAAG,SAAS,GAC5C,kBAAkB,CAUpB"}
|
package/dist/esm/math/fills.js
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"fills.js","sourceRoot":"","sources":["../../../src/math/fills.ts"],"names":[],"mappings":"AAAA,OAAO,
|
|
1
|
+
{"version":3,"file":"fills.js","sourceRoot":"","sources":["../../../src/math/fills.ts"],"names":[],"mappings":"AAAA,OAAO,EAEL,kBAAkB,EAClB,SAAS,GACV,MAAM,mBAAmB,CAAA;AAC1B,OAAO,EAAE,YAAY,EAAE,MAAM,qBAAqB,CAAA;AAElD;;;;GAIG;AACH,OAAO,EAAE,kBAAkB,EAAE,CAAA;AAE7B;;;;;;;;;GASG;AACH,MAAM,UAAU,wBAAwB,CACtC,aAA4B,EAC5B,IAAY,EACZ,EAAiB;IAEjB,MAAM,KAAK,GAAG,UAAU,CAAC,aAAa,CAAC,CAAA;IACvC,MAAM,KAAK,GAAG,IAAI,KAAK,GAAG,CAAC,CAAC,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,UAAU,CAAC,EAAE,CAAC,CAAA;IAC7D,MAAM,GAAG,GAAG,KAAK,GAAG,KAAK,CAAA;IAEzB,IAAI,KAAK,KAAK,CAAC,EAAE,CAAC;QAChB,OAAO,GAAG,GAAG,CAAC;YACZ,CAAC,CAAC,kBAAkB,CAAC,WAAW;YAChC,CAAC,CAAC,kBAAkB,CAAC,YAAY,CAAA;IACrC,CAAC;IAED,IAAI,KAAK,GAAG,CAAC,EAAE,CAAC;QACd,IAAI,GAAG,KAAK,CAAC,EAAE,CAAC;YACd,OAAO,kBAAkB,CAAC,WAAW,CAAA;QACvC,CAAC;QACD,IAAI,GAAG,GAAG,CAAC,EAAE,CAAC;YACZ,OAAO,kBAAkB,CAAC,cAAc,CAAA;QAC1C,CAAC;QACD,IAAI,GAAG,GAAG,KAAK,EAAE,CAAC;YAChB,OAAO,kBAAkB,CAAC,cAAc,CAAA;QAC1C,CAAC;QACD,OAAO,kBAAkB,CAAC,YAAY,CAAA;IACxC,CAAC;IAED,IAAI,GAAG,KAAK,CAAC,EAAE,CAAC;QACd,OAAO,kBAAkB,CAAC,YAAY,CAAA;IACxC,CAAC;IACD,IAAI,GAAG,GAAG,CAAC,EAAE,CAAC;QACZ,OAAO,kBAAkB,CAAC,aAAa,CAAA;IACzC,CAAC;IACD,IAAI,GAAG,GAAG,KAAK,EAAE,CAAC;QAChB,OAAO,kBAAkB,CAAC,eAAe,CAAA;IAC3C,CAAC;IACD,OAAO,kBAAkB,CAAC,aAAa,CAAA;AACzC,CAAC;AAED;;;;;GAKG;AACH,MAAM,UAAU,YAAY,CAC1B,IAAe,EACf,WAA6C;IAE7C,MAAM,OAAO,GAAG,WAAW,IAAI,IAAI,IAAI,YAAY,CAAC,WAAW,CAAC,KAAK,CAAC,CAAA;IACtE,IAAI,IAAI,KAAK,SAAS,CAAC,GAAG,EAAE,CAAC;QAC3B,OAAO,OAAO;YACZ,CAAC,CAAC,kBAAkB,CAAC,YAAY;YACjC,CAAC,CAAC,kBAAkB,CAAC,WAAW,CAAA;IACpC,CAAC;IACD,OAAO,OAAO;QACZ,CAAC,CAAC,kBAAkB,CAAC,WAAW;QAChC,CAAC,CAAC,kBAAkB,CAAC,YAAY,CAAA;AACrC,CAAC"}
|
package/dist/esm/math/order.d.ts
CHANGED
|
@@ -2,7 +2,7 @@
|
|
|
2
2
|
* Display-tier order formulas. Every function takes and gives `number`;
|
|
3
3
|
* exact decimal arithmetic happens internally with `DivBig`.
|
|
4
4
|
*/
|
|
5
|
-
import { type FeeTier, type Market, type MarketContext, type Order, type OrderbookLevel, type Position, type Quote, type QuoteSide, type
|
|
5
|
+
import { type FeeTier, type Market, type MarketContext, type Order, type OrderbookLevel, type Position, type Quote, type QuoteSide, type TradeType } from '@lifi/perps-types';
|
|
6
6
|
/**
|
|
7
7
|
* Calculate position size in asset units from margin.
|
|
8
8
|
*
|
|
@@ -17,10 +17,6 @@ import { type FeeTier, type Market, type MarketContext, type Order, type Orderbo
|
|
|
17
17
|
* @public
|
|
18
18
|
*/
|
|
19
19
|
export declare function calculateSize(marginUsd: number, leverage: number, price: number): number;
|
|
20
|
-
/**
|
|
21
|
-
* @deprecated Use `calculateSize`. Removed in the next major.
|
|
22
|
-
*/
|
|
23
|
-
export declare const calculatePositionSize: typeof calculateSize;
|
|
24
20
|
/**
|
|
25
21
|
* Estimate trading fees.
|
|
26
22
|
*
|
|
@@ -73,10 +69,6 @@ export declare function calculateExpectedPnl(triggerPrice: number, entryPrice: n
|
|
|
73
69
|
* @public
|
|
74
70
|
*/
|
|
75
71
|
export declare function calculateTriggerPrice(percent: number, entryPrice: number, leverage: number, isLong: boolean): number;
|
|
76
|
-
/**
|
|
77
|
-
* @deprecated Use `calculateTriggerPrice`. Removed in the next major.
|
|
78
|
-
*/
|
|
79
|
-
export declare const priceFromPercent: typeof calculateTriggerPrice;
|
|
80
72
|
/**
|
|
81
73
|
* Calculate the percentage gain/loss a trigger price realises.
|
|
82
74
|
*
|
|
@@ -87,10 +79,6 @@ export declare const priceFromPercent: typeof calculateTriggerPrice;
|
|
|
87
79
|
* @public
|
|
88
80
|
*/
|
|
89
81
|
export declare function calculateTriggerPercent(price: number, entryPrice: number, leverage: number, isLong: boolean): number;
|
|
90
|
-
/**
|
|
91
|
-
* @deprecated Use `calculateTriggerPercent`. Removed in the next major.
|
|
92
|
-
*/
|
|
93
|
-
export declare const percentFromPrice: typeof calculateTriggerPercent;
|
|
94
82
|
/**
|
|
95
83
|
* Calculate realized PnL as a percentage of position value at close.
|
|
96
84
|
*
|
|
@@ -149,7 +137,8 @@ interface BuildQuoteInput {
|
|
|
149
137
|
* the market's `funding` (`null` for spot, which has none).
|
|
150
138
|
*
|
|
151
139
|
* @throws {PerpsError} `ValidationError` when a book level does not parse to
|
|
152
|
-
* a finite number — see {@link walkOrderbook}
|
|
140
|
+
* a finite number — see {@link walkOrderbook} — or when a quoted figure is
|
|
141
|
+
* not finite (a non-finite `sizeUsd`, mark price or taker fee).
|
|
153
142
|
* @public
|
|
154
143
|
*/
|
|
155
144
|
export declare function buildQuote(input: BuildQuoteInput): Quote;
|
|
@@ -172,18 +161,6 @@ export declare function findMatchingPosition(marketId: string, positions: readon
|
|
|
172
161
|
* @public
|
|
173
162
|
*/
|
|
174
163
|
export declare function resolveCloseSize(orderSize: number, positionSize: number): number;
|
|
175
|
-
/**
|
|
176
|
-
* Expected rPnL for a resting limit order against a matching position.
|
|
177
|
-
*
|
|
178
|
-
* Reducing requires opposite sides (long position + SELL, short position +
|
|
179
|
-
* BUY). Same-side orders add to the position and have no rPnL → `null`.
|
|
180
|
-
* Projects `remainingSize`, because an already-filled quantity has realised
|
|
181
|
-
* its PnL at the fill price rather than at this order's limit price. A
|
|
182
|
-
* `remainingSize` of zero leaves nothing to project.
|
|
183
|
-
*/
|
|
184
|
-
declare function regularOrderRealizedPnl(order: RegularOrder, position: Position | undefined): number | null;
|
|
185
|
-
/** Project the unfilled closing quantity of an active trigger at its trigger price. */
|
|
186
|
-
declare function triggerOrderRealizedPnl(order: TriggerOrder, position: Position | undefined): number | null;
|
|
187
164
|
/**
|
|
188
165
|
* Expected rPnL an unfilled order would realise against a matching position:
|
|
189
166
|
* a resting limit order prices off its limit, an armed trigger off its trigger
|
|
@@ -195,13 +172,5 @@ declare function triggerOrderRealizedPnl(order: TriggerOrder, position: Position
|
|
|
195
172
|
* @public
|
|
196
173
|
*/
|
|
197
174
|
export declare function estimateRealizedPnl(order: Order, position: Position | undefined): number | null;
|
|
198
|
-
/**
|
|
199
|
-
* @deprecated Use `estimateRealizedPnl`. Removed in the next major.
|
|
200
|
-
*/
|
|
201
|
-
export declare const expectedRealizedPnlForOpenOrder: typeof regularOrderRealizedPnl;
|
|
202
|
-
/**
|
|
203
|
-
* @deprecated Use `estimateRealizedPnl`. Removed in the next major.
|
|
204
|
-
*/
|
|
205
|
-
export declare const expectedRealizedPnlForTriggerOrder: typeof triggerOrderRealizedPnl;
|
|
206
175
|
export {};
|
|
207
176
|
//# sourceMappingURL=order.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"order.d.ts","sourceRoot":"","sources":["../../../src/math/order.ts"],"names":[],"mappings":"AAAA;;;GAGG;AAEH,OAAO,EACL,KAAK,OAAO,EACZ,KAAK,MAAM,EACX,KAAK,aAAa,EAClB,KAAK,KAAK,EACV,KAAK,cAAc,EAInB,KAAK,QAAQ,EAEb,KAAK,KAAK,EACV,KAAK,SAAS,
|
|
1
|
+
{"version":3,"file":"order.d.ts","sourceRoot":"","sources":["../../../src/math/order.ts"],"names":[],"mappings":"AAAA;;;GAGG;AAEH,OAAO,EACL,KAAK,OAAO,EACZ,KAAK,MAAM,EACX,KAAK,aAAa,EAClB,KAAK,KAAK,EACV,KAAK,cAAc,EAInB,KAAK,QAAQ,EAEb,KAAK,KAAK,EACV,KAAK,SAAS,EAEd,KAAK,SAAS,EAEf,MAAM,mBAAmB,CAAA;AAY1B;;;;;;;;;;;;GAYG;AACH,wBAAgB,aAAa,CAC3B,SAAS,EAAE,MAAM,EACjB,QAAQ,EAAE,MAAM,EAChB,KAAK,EAAE,MAAM,GACZ,MAAM,CAQR;AAED;;;;;;;GAOG;AACH,wBAAgB,YAAY,CAAC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,GAAG,MAAM,CAKrE;AAED;;;;;;;;GAQG;AACH,wBAAgB,aAAa,CAC3B,KAAK,EAAE,MAAM,EACb,eAAe,EAAE,MAAM,EACvB,KAAK,EAAE,OAAO,GACb,MAAM,CAYR;AAED;;;;GAIG;AACH,MAAM,WAAW,WAAW;IAC1B,0CAA0C;IAC1C,MAAM,EAAE,MAAM,CAAA;IACd,6DAA6D;IAC7D,OAAO,EAAE,MAAM,CAAA;CAChB;AAED;;;;;;;;;;GAUG;AACH,wBAAgB,oBAAoB,CAClC,YAAY,EAAE,MAAM,EACpB,UAAU,EAAE,MAAM,EAClB,QAAQ,EAAE,MAAM,EAChB,MAAM,EAAE,OAAO,EACf,MAAM,EAAE,MAAM,GACb,WAAW,GAAG,IAAI,CAapB;AAED;;;;;;;;GAQG;AACH,wBAAgB,qBAAqB,CACnC,OAAO,EAAE,MAAM,EACf,UAAU,EAAE,MAAM,EAClB,QAAQ,EAAE,MAAM,EAChB,MAAM,EAAE,OAAO,GACd,MAAM,CAYR;AAED;;;;;;;;GAQG;AACH,wBAAgB,uBAAuB,CACrC,KAAK,EAAE,MAAM,EACb,UAAU,EAAE,MAAM,EAClB,QAAQ,EAAE,MAAM,EAChB,MAAM,EAAE,OAAO,GACd,MAAM,CAWR;AAED;;;;;;;;GAQG;AACH,wBAAgB,2BAA2B,CACzC,WAAW,EAAE,MAAM,EACnB,IAAI,EAAE,MAAM,EACZ,KAAK,EAAE,MAAM,GACZ,MAAM,CASR;AAED,mFAAmF;AACnF,UAAU,QAAQ;IAChB,0BAA0B;IAC1B,QAAQ,EAAE,MAAM,CAAA;IAChB,2FAA2F;IAC3F,cAAc,EAAE,MAAM,CAAA;IACtB,uEAAuE;IACvE,IAAI,EAAE,MAAM,CAAA;IACZ,mGAAmG;IACnG,qBAAqB,EAAE,OAAO,CAAA;CAC/B;AAED;;;;;;;;;;;;GAYG;AACH,wBAAgB,aAAa,CAC3B,MAAM,EAAE,cAAc,EAAE,EACxB,OAAO,EAAE,MAAM,GACd,QAAQ,CAgCV;AAaD,uGAAuG;AACvG,UAAU,eAAe;IACvB,QAAQ,EAAE,MAAM,CAAA;IAChB,MAAM,EAAE,MAAM,CAAA;IACd,IAAI,EAAE,SAAS,CAAA;IACf,IAAI,EAAE,SAAS,CAAA;IACf,OAAO,EAAE,MAAM,CAAA;IACf,MAAM,EAAE,MAAM,CAAA;IACd,KAAK,EAAE,aAAa,CAAA;IACpB,IAAI,EAAE,cAAc,EAAE,CAAA;IACtB,IAAI,EAAE,cAAc,EAAE,CAAA;IACtB,kFAAkF;IAClF,OAAO,EAAE,OAAO,CAAA;IAChB,SAAS,EAAE,MAAM,CAAA;CAClB;AAED;;;;;;;;;;;GAWG;AACH,wBAAgB,UAAU,CAAC,KAAK,EAAE,eAAe,GAAG,KAAK,CA+BxD;AAED;;;;;;GAMG;AACH,wBAAgB,oBAAoB,CAClC,QAAQ,EAAE,MAAM,EAChB,SAAS,EAAE,SAAS,QAAQ,EAAE,GAC7B,QAAQ,GAAG,SAAS,CAEtB;AAED;;;;;;;;;GASG;AACH,wBAAgB,gBAAgB,CAC9B,SAAS,EAAE,MAAM,EACjB,YAAY,EAAE,MAAM,GACnB,MAAM,CAKR;AA0GD;;;;;;;;;GASG;AACH,wBAAgB,mBAAmB,CACjC,KAAK,EAAE,KAAK,EACZ,QAAQ,EAAE,QAAQ,GAAG,SAAS,GAC7B,MAAM,GAAG,IAAI,CAQf"}
|
package/dist/esm/math/order.js
CHANGED
|
@@ -4,6 +4,7 @@
|
|
|
4
4
|
*/
|
|
5
5
|
import { OrderSide, OrderStatus, PerpsErrorCode, PositionSide, } from '@lifi/perps-types';
|
|
6
6
|
import { areFinite, DivBig } from '../decimal/big.js';
|
|
7
|
+
import { numberToDecimalString } from '../decimal/convert.js';
|
|
7
8
|
import { PerpsError } from '../errors/PerpsError.js';
|
|
8
9
|
import { isActiveOrderStatus, isRegularOrder, isTriggerOrder, } from '../utils/orderClassification.js';
|
|
9
10
|
import { calculateRealizedPnl } from './position.js';
|
|
@@ -29,10 +30,6 @@ export function calculateSize(marginUsd, leverage, price) {
|
|
|
29
30
|
}
|
|
30
31
|
return new DivBig(marginUsd).times(leverage).div(price).toNumber();
|
|
31
32
|
}
|
|
32
|
-
/**
|
|
33
|
-
* @deprecated Use `calculateSize`. Removed in the next major.
|
|
34
|
-
*/
|
|
35
|
-
export const calculatePositionSize = calculateSize;
|
|
36
33
|
/**
|
|
37
34
|
* Estimate trading fees.
|
|
38
35
|
*
|
|
@@ -116,10 +113,6 @@ export function calculateTriggerPrice(percent, entryPrice, leverage, isLong) {
|
|
|
116
113
|
const entry = new DivBig(entryPrice);
|
|
117
114
|
return (isLong ? entry.plus(priceDelta) : entry.minus(priceDelta)).toNumber();
|
|
118
115
|
}
|
|
119
|
-
/**
|
|
120
|
-
* @deprecated Use `calculateTriggerPrice`. Removed in the next major.
|
|
121
|
-
*/
|
|
122
|
-
export const priceFromPercent = calculateTriggerPrice;
|
|
123
116
|
/**
|
|
124
117
|
* Calculate the percentage gain/loss a trigger price realises.
|
|
125
118
|
*
|
|
@@ -141,10 +134,6 @@ export function calculateTriggerPercent(price, entryPrice, leverage, isLong) {
|
|
|
141
134
|
: new DivBig(entryPrice).minus(price);
|
|
142
135
|
return priceDiff.div(entryPrice).times(leverage).times(100).toNumber();
|
|
143
136
|
}
|
|
144
|
-
/**
|
|
145
|
-
* @deprecated Use `calculateTriggerPercent`. Removed in the next major.
|
|
146
|
-
*/
|
|
147
|
-
export const percentFromPrice = calculateTriggerPercent;
|
|
148
137
|
/**
|
|
149
138
|
* Calculate realized PnL as a percentage of position value at close.
|
|
150
139
|
*
|
|
@@ -226,7 +215,8 @@ function parseLevel(level) {
|
|
|
226
215
|
* the market's `funding` (`null` for spot, which has none).
|
|
227
216
|
*
|
|
228
217
|
* @throws {PerpsError} `ValidationError` when a book level does not parse to
|
|
229
|
-
* a finite number — see {@link walkOrderbook}
|
|
218
|
+
* a finite number — see {@link walkOrderbook} — or when a quoted figure is
|
|
219
|
+
* not finite (a non-finite `sizeUsd`, mark price or taker fee).
|
|
230
220
|
* @public
|
|
231
221
|
*/
|
|
232
222
|
export function buildQuote(input) {
|
|
@@ -244,14 +234,14 @@ export function buildQuote(input) {
|
|
|
244
234
|
marketId: market.id,
|
|
245
235
|
type: input.type,
|
|
246
236
|
side,
|
|
247
|
-
sizeUsd: sizeUsd
|
|
248
|
-
baseSize: walk.baseSize
|
|
237
|
+
sizeUsd: numberToDecimalString(sizeUsd),
|
|
238
|
+
baseSize: numberToDecimalString(walk.baseSize),
|
|
249
239
|
markPrice: price.markPrice,
|
|
250
|
-
expectedFillPrice: walk.vwap
|
|
251
|
-
priceImpactBps: priceImpactBps
|
|
240
|
+
expectedFillPrice: numberToDecimalString(walk.vwap),
|
|
241
|
+
priceImpactBps: numberToDecimalString(priceImpactBps),
|
|
252
242
|
feeTier,
|
|
253
243
|
isDefaultFeeTier: true,
|
|
254
|
-
feeUsd: feeUsd
|
|
244
|
+
feeUsd: numberToDecimalString(feeUsd),
|
|
255
245
|
funding: price.funding ?? null,
|
|
256
246
|
insufficientLiquidity: walk.insufficientLiquidity,
|
|
257
247
|
timestamp: input.timestamp,
|
|
@@ -381,12 +371,4 @@ export function estimateRealizedPnl(order, position) {
|
|
|
381
371
|
}
|
|
382
372
|
return null;
|
|
383
373
|
}
|
|
384
|
-
/**
|
|
385
|
-
* @deprecated Use `estimateRealizedPnl`. Removed in the next major.
|
|
386
|
-
*/
|
|
387
|
-
export const expectedRealizedPnlForOpenOrder = regularOrderRealizedPnl;
|
|
388
|
-
/**
|
|
389
|
-
* @deprecated Use `estimateRealizedPnl`. Removed in the next major.
|
|
390
|
-
*/
|
|
391
|
-
export const expectedRealizedPnlForTriggerOrder = triggerOrderRealizedPnl;
|
|
392
374
|
//# sourceMappingURL=order.js.map
|